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Beyond the effects of temperature increase on local population trends and on species distribution shifts, how populations of a given species are affected by climate change along a species range is still unclear. We tested whether and how species responses to climate change are related to the populations locations within the species thermal range. We compared the average 20 year growth rates of 62 terrestrial breeding birds in three European countries along the latitudinal gradient of the species ranges. After controlling for factors already reported to affect bird population trends (habitat specialization, migration distance and body mass), we found that populations breeding close to the species thermal maximum have lower growth rates than those in other parts of the thermal range, while those breeding close to the species thermal minimum have higher growth rates. These results were maintained even after having controlled for the effect of latitude per se. Therefore, the results cannot solely be explained by latitudinal clines linked to the geographical structure in local spring warming. Indeed, we found that populations are not just responding to changes in temperature at the hottest and coolest parts of the species range, but that they show a linear graded response across their European thermal range. We thus provide insights into how populations respond to climate changes. We suggest that projections of future species distributions, and also management options and conservation assessments, cannot be based on the assumption of a uniform response to climate change across a species range or at range edges only.